Optimization

Kenneth Lange

ISBN 10: 1489992707 / ISBN 13: 9781489992703

Verlag: Springer New York, Springer US Apr 2015, 2015

Beschreibung

This item is printed on demand - it takes 3-4 days longer - Neuware -Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students' skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications.In this second edition the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth. Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions. 548 pp. Englisch.

Bestandsnummer des Verkäufers 9781489992703

Bibliografische Details

• Titel: Optimization
• Verlag: Springer New York, Springer US Apr 2015
• Erscheinungsjahr: 2015
• Sprache: Englisch
• ISBN-10: 1489992707
• ISBN-13: 9781489992703
• Einband: Taschenbuch
• Auflage: 2. Auflage
• Zustand: Neu
• Abmessungen: 235B x 155 H x 30 T Millimeter Breite: 235 mm, Höhe: 155 mm, Tiefe: 30 mm
• Gewicht: 820 Gramm

Über diesen Titel

Inhaltsangabe

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students’ skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications.

In this second edition the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth. Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions.

Über die Autorin bzw. den Autor

Kenneth Lange is the Rosenfeld Professor of Computational Genetics at UCLA. He is also Chair of the Department of Human Genetics and Professor of Biomathematics and Statistics. At various times during his career, he has held appointments at the University of New Hampshire, MIT, Harvard, the University of Michigan, the University of Helsinki, and Stanford. He is a fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the American Institute for Medical and Biomedical Engineering. His research interests include human genetics, population modeling, biomedical imaging, computational statistics, and applied stochastic processes. Springer previously published his books Mathematical and Statistical Methods for Genetic Analysis, Numerical Analysis for Statisticians, and Applied Probability, all in second editions.